+535.9%
IQV vs FHN
+238.2%
+297.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +13.4% | -4.7% | +18.1% | +14.9% |
| 3M | +43.3% | +3.5% | +39.7% | +41.8% |
| 6M | +50.5% | +7.8% | +42.7% | +47.0% |
| YTD | +18.8% | +5.9% | +12.9% | +16.3% |
| 1Y | +45.5% | +12.5% | +33.0% | +39.5% |
| 3Y | +19.4% | +117.2% | -97.8% | -6.7% |
| 5Y | +1.7% | +86.5% | -84.8% | -22.9% |
| 10Y | +247.9% | +125.7% | +122.2% | +113.8% |
| All | +535.9% | +238.2% | +297.7% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling